投資金融willchinesestockmarketsmirrorthebehaviourofthenasdaq(英文)-wenkub
2023-02-02 10:36:53 本頁面
【正文】 3 IF INSTITUTIONAL FUNDS ARE A STABILISING FACTOR FOR THE STOCK MARKET, WHY ARE DEVELOPED MARKETS SO VOLATILE? Factors Effecting Investment Time Horizons ? Confidence in Long Term Trends ? Confidence in Information Disclosure ? Volatility of Markets ? Liquidity of Markets ? Profit Forecast ? Public Scrutiny of Performance EACM 100: Equal Weighted (Rebalanced Annually) Index of Hedge Fund Indices described on Previous Slide R e tu r n a n d R i s k T r a d e o ff: 1 / 1 9 9 0 1 2 / 2 0 0 0E A C M 1 0 0E v e n t D r i v e nR e l a t i v e V a l u eS P / L e h m a n P o r t .G l o b a l M a c r oE q u i t y H e d g e L e h m a n B o n dS P 5 0 00 . 0 %5 . 0 %1 0 . 0 %1 5 . 0 %2 0 . 0 %2 5 . 0 %0 . 0 % 5 . 0 % 1 0 . 0 % 1 5 . 0 %A n n u a l i z e d S t a n d a r d D e v i a t i o nAnnualized Return R i s k a n d R e t u r n o f S t o c k , B o n d a n d H e d g e F u n d s : 1 / 1 9 9 0 1 2 / 2 0 0 01 0 0 % E A C M 1 0 05 0 % S P 5 0 0 a n d 5 0 % L e h . B r o s . B o n d1 0 0 % L e h m a n B o n d1 0 0 % S P 5 0 00 . 0 0 %2 . 0 0 %4 . 0 0 %6 . 0 0 %8 . 0 0 %1 0 . 0 0 %1 2 . 0 0 %1 4 . 0 0 %1 6 . 0 0 %1 8 . 0 0 %0 . 0 0 % 2 . 0 0 % 4 . 0 0 % 6 . 0 0 % 8 . 0 0 % 1 0 . 0 0 % 1 2 . 0 0 % 1 4 . 0 0 % 1 6 . 0 0 %P o r t f o l i o A n n u a l i z e d S t a n d a r d D e v i a t i o nPortfolio Annualized Return China versus Western Markets ? Limited sense of Accountability ? Little Understanding of Risk ? Chinese Business Philosophy ? Reluctance to
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